Weak invariance principles for sums of dependent random functions
AbstractMotivated by problems in functional data analysis, in this paper we prove the weak convergence of normalized partial sums of dependent random functions exhibiting a Bernoulli shift structure.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 123 (2013)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
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